-33.3%
BAX vs PEGA
+94.9%
-128.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.3% | -2.6% |
| 7D | +0.4% | -4.6% | +4.9% | +1.1% |
| 30D | +3.4% | -6.8% | +10.2% | +4.7% |
| 3M | -4.5% | +2.6% | -7.0% | -5.1% |
| 6M | +44.0% | -5.4% | +49.4% | +44.3% |
| YTD | +34.9% | -46.0% | +80.9% | +47.6% |
| 1Y | +37.9% | -45.6% | +83.5% | +50.4% |
| 3Y | -17.1% | +43.2% | -60.2% | -29.6% |
| 5Y | -64.3% | -45.3% | -19.0% | -63.7% |
| All | -33.3% | +94.9% | -128.3% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling